Ero Copper Corp (ERO.TO)
28.18
+2.12
(+8.14%)
CAD |
TSX |
Apr 26, 16:00
28.18
0.00 (0.00%)
After-Hours: 16:15
Ero Copper Max Drawdown (5Y): 62.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.77% |
February 29, 2024 | 62.77% |
January 31, 2024 | 62.77% |
December 31, 2023 | 62.77% |
November 30, 2023 | 62.77% |
October 31, 2023 | 62.77% |
September 30, 2023 | 62.77% |
August 31, 2023 | 62.77% |
July 31, 2023 | 62.77% |
June 30, 2023 | 62.77% |
May 31, 2023 | 62.77% |
April 30, 2023 | 62.77% |
March 31, 2023 | 62.77% |
February 28, 2023 | 62.77% |
January 31, 2023 | 62.77% |
December 31, 2022 | 62.77% |
November 30, 2022 | 62.77% |
October 31, 2022 | 62.77% |
September 30, 2022 | 62.77% |
August 31, 2022 | 62.77% |
July 31, 2022 | 62.77% |
June 30, 2022 | 62.77% |
May 31, 2022 | 62.77% |
April 30, 2022 | 62.77% |
March 31, 2022 | 62.77% |
Date | Value |
---|---|
February 28, 2022 | 62.77% |
January 31, 2022 | 62.77% |
December 31, 2021 | 62.77% |
November 30, 2021 | 62.77% |
October 31, 2021 | 62.77% |
September 30, 2021 | 62.77% |
August 31, 2021 | 62.77% |
July 31, 2021 | 62.77% |
June 30, 2021 | 62.77% |
May 31, 2021 | 62.77% |
April 30, 2021 | 62.77% |
March 31, 2021 | 62.77% |
February 28, 2021 | 62.77% |
January 31, 2021 | 62.77% |
December 31, 2020 | 62.77% |
November 30, 2020 | 62.77% |
October 31, 2020 | 62.77% |
September 30, 2020 | 62.77% |
August 31, 2020 | 62.77% |
July 31, 2020 | 62.77% |
June 30, 2020 | 62.77% |
May 31, 2020 | 62.77% |
April 30, 2020 | 62.77% |
March 31, 2020 | 62.77% |
February 29, 2020 | 43.32% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
28.93%
Minimum
Apr 2019
62.77%
Maximum
Mar 2020
57.33%
Average
62.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hudbay Minerals Inc | 84.00% |
Lundin Mining Corp | 57.65% |
Capstone Copper Corp | 81.60% |
First Quantum Minerals Ltd | 78.27% |
Sierra Metals Inc | 97.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.808 |
Beta (5Y) | 2.174 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.30% |
Historical Sharpe Ratio (5Y) | 0.1627 |
Historical Sortino (5Y) | 0.2791 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.02% |